Journal of Derivatives & Hedge Funds is now archived and no
longer receiving submissions with this publisher. All articles published in the journal during its time with Springer will remain fully searchable through our websites.
Volume 15, issue 4, February 2010
6 articles in this issue
-
-
Did Amaranth Advisors LLC engage in interday price manipulation in the natural gas futures market?
Authors
- John E Marthinsen
- Yunwei Gai
- Content type: Original Article
- Published: 29 January 2010
- Pages: 261 - 273
-
Trading and filtering futures spread portfolios: Further applications of threshold and correlation filters
Authors
- Christian L Dunis
- Jason Laws
- Ben Evans
- Content type: Original Article
- Published: 29 January 2010
- Pages: 274 - 287
-
Interpolation of forward price from liquidly traded forwards application to energy models
Authors
- Yassine El Qalli
- Content type: Original Article
- Published: 29 January 2010
- Pages: 288 - 303
-
Sovereign wealth funds – Investment strategies and financial distress
Authors
- Raphael W Lam
- Marco Rossi
- Content type: Original Article
- Published: 29 January 2010
- Pages: 304 - 322
-
An improved algorithm for cleaning Ultra High-Frequency data
Authors
- Thanos Verousis
- Owain ap Gwilym
- Content type: Original Article
- Published: 29 January 2010
- Pages: 323 - 340